Implement some more transformation functions using code from Jason

[pspp-builds.git] / lib / gsl-extras / binomial.c

diff --git a/lib/gsl-extras/binomial.c b/lib/gsl-extras/binomial.c
new file mode 100644 (file)
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+++ b/lib/gsl-extras/binomial.c
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+/* cdf/binomial.c
+ *
+ * Copyright (C) 2004 Jason H. Stover.
+ *
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or (at
+ * your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ * General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307, USA.
+ */
+
+/*
+ * Computes the cumulative distribution function for a binomial
+ * random variable. For a binomial random variable X with n trials
+ * and success probability p,
+ *
+ *          Pr( X <= k ) = Pr( Y >= p )
+ *
+ * where Y is a beta random variable with parameters k+1 and n-k.
+ *
+ * Reference: 
+ * 
+ * W. Feller, "An Introduction to Probability and Its
+ * Applications," volume 1. Wiley, 1968. Exercise 45, page 173,
+ * chapter 6.
+ */
+#include <config.h>
+#include <math.h>
+#include <gsl/gsl_math.h>
+#include <gsl/gsl_errno.h>
+#include <gsl/gsl_cdf.h>
+#include "gsl-extras.h"
+
+double
+gslextras_cdf_binomial_P(const long k, const long n, const double p)
+{
+  double P;
+  double a;
+  double b;
+
+  if(p > 1.0 || p < 0.0)
+    {
+      GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
+    }
+  if ( k >= n )
+    {
+      P = 1.0;
+    }
+  else if (k < 0)
+    {
+      P = 0.0;
+    }
+  else
+    {
+      a = (double) k+1;
+      b = (double) n - k;
+      P = gsl_cdf_beta_Q( p, a, b);
+    }
+  
+  return P;
+}
+double
+gslextras_cdf_binomial_Q(const long k, const long n, const double q)
+{
+  double P;
+  double a;
+  double b;
+
+  if(q > 1.0 || q < 0.0)
+    {
+      GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
+    }
+  if( k >= n )
+    {
+      P = 0.0;
+    }
+  else if ( k < 0 )
+    {
+      P = 1.0;
+    }
+  else
+    {
+      a = (double) k+1;
+      b = (double) n - k;
+      P = gsl_cdf_beta_P(q, a, b);
+    }
+
+  return P;
+}
+